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Re: st: how to indicate rho, sigma, and lambda in treatreg using estout


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to indicate rho, sigma, and lambda in treatreg using estout
Date   Wed, 16 Sep 2009 09:54:34 -0500

/lnsigma and /arthrho are the additional equations estimated by
-treatreg-. The reported coefficients are nonlinear transformations of
these. You should be able to make -estout- report the original
equations with -equations()- option, and you need to specify
-transform()- option to get the sigma and rho. The lambda is the
product of rho and sigma. It gets reported by somewhat more
complicated machinery than -estout- uses, so I doubt whether you could
get it in your output.

On Wed, Sep 16, 2009 at 2:18 AM, N Fukugawa <nfukugawa@gmail.com> wrote:
> statalisters,
> i ran treatment regression model using estout in stata11.
>
> bys sector2: eststo: treatreg tfpg lsales esty , treat(bca= sub
> subsidiary ,noc)
>
> estout using estout.txt, starlevels(* 0.05 ** 0.01) cells(b(star
> fmt(4)) se( fmt(4)))  numbers("Model ") mlabels(, depvar)
> collabels(none) stats(r2_p N cmd, fmt(%9.3f %9.0g)) replace
>
> although the result window of stata indicates rho, sigma, and lambda
> as follows, they do not appear in estout.txt.
> furthermore, i would like to include the result of wald test for rho
> (0.0000 in this case) in estout.txt.
> thank you in advance.
>
> -------------+----------------------------------------------------------------
>     /athrho |  -.3747398   .0711001    -5.27   0.000    -.5140933   -.2353862
>    /lnsigma |  -1.703365   .0153075  -111.28   0.000    -1.733367   -1.673362
> -------------+----------------------------------------------------------------
>         rho |  -.3581306   .0619809                     -.4731284   -.2311331
>       sigma |   .1820699    .002787                      .1766885    .1876152
>      lambda |  -.0652048   .0121928                     -.0891022   -.0413074
> ------------------------------------------------------------------------------
> Wald test of indep. eqns. (rho = 0): chi2(1) =    27.78   Prob > chi2 = 0.0000
> ------------------------------------------------------------------------------
> *
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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